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Collection of important documents for risk management

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1/27/10
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1,032
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Below is a collection of important documents, required reading for students and professionals in the field of risk management. The list is divided into subjects and will be updated.

Overview
 

Attachments

  • EY Overview Market-Risk-Management_en_1_.pdf
    921.4 KB · Views: 2,892
  • Finance Jobs for the Uninitiated.ppt
    276.5 KB · Views: 2,113
  • Operational Risk Rutgers v2.ppt
    737.5 KB · Views: 1,363
  • Practical Guide.pdf
    2.6 MB · Views: 2,516
Last edited:
Commodities
 

Attachments

  • a_mean_reverting_processes_1_.pdf
    253.3 KB · Views: 807
  • Amaranth.pdf
    1 MB · Views: 658
  • Carmona-2007-04-23_1_.pdf
    876.1 KB · Views: 529
  • Commodities+for+Dummies.ppt
    116 KB · Views: 677
  • PreciousMetalsTradeHandbook_1_.pdf
    533.6 KB · Views: 571
  • 67 Hydrocarbon Fuels-From Well Fluids to Refined Products.PDF
    2 MB · Views: 494
  • 72 Characteristics of Fluctuations in the Prices of Crude Oil and Its Refined Fuels.pdf
    670.6 KB · Views: 547
  • 113 Characteristics of Fluctuations in Wheat Prices.PDF
    652.8 KB · Views: 470
  • 050518_PruittManaging CM price Risk.pdf
    2.7 MB · Views: 482
  • CM Karanjit_Singh_Research_Paper_1_.pdf
    189.9 KB · Views: 500
  • Fundamentals of the US Power Industry_EIA.pdf
    96.9 KB · Views: 533
  • The Phantom Menace Dec 00.pdf
    38 KB · Views: 471
  • UBS CM.pdf
    428.9 KB · Views: 625
Credit risk
 

Attachments

  • BIS+Credit+Index+Trading+2005.pdf
    110.7 KB · Views: 762
  • Creditmetrics.pdf
    1 MB · Views: 871
  • MilkenLevLoanPrimer1004.pdf
    1.2 MB · Views: 615
  • Canabarro Band Duffie paper.pdf
    83.3 KB · Views: 589
  • credit chap.pdf
    1.7 MB · Views: 626
  • Duffie Canbarro Paper.pdf
    83.3 KB · Views: 583
  • Intro to CP Credit Risk.pdf
    1.7 MB · Views: 774
  • Intro to Credit Risk Exposure Measurement.pdf
    450.5 KB · Views: 778
  • Picoult_Evan cva.pdf
    590.3 KB · Views: 609
  • Credit_Indices_Primer_Apr_2013[1].pdf
    543.8 KB · Views: 534
Fixed income
 

Attachments

  • lmun0915.pdf
    195.3 KB · Views: 763
  • 01 Invoice Prices_Cash Flows_Band Yields on Treasury Bonds.PDF
    818.6 KB · Views: 599
  • 02 Duration-Ban Introduction to the Concept and its Uses.PDF
    443.8 KB · Views: 716
  • muni default risk.pdf
    204 KB · Views: 544
  • PIMCO FI Risk.pdf
    1.1 MB · Views: 869
  • structured rates.pdf
    350 KB · Views: 745
Liquidity
These are regulatory papers on liquidity risk management.
 

Attachments

  • FIL-46-2013 Managing Sensitivity to MR in a Challenging IR Environment.pdf
    34.8 KB · Views: 227
  • FINRA 10-57.pdf
    108.4 KB · Views: 189
  • SR 10-1 Interest Rate Risk.pdf
    71.7 KB · Views: 238
  • Reg WW.pdf
    153.8 KB · Views: 188
  • SR 12-2 Interest Rate Risk Management.pdf
    129.6 KB · Views: 243
  • SR 10-06 Interagency Policy Statement on Funding and Liquidity Risk Management.pdf
    1.7 MB · Views: 215
  • SR 16-3 Interagency Guidance on Funds Transfer Pricing.pdf
    115.3 KB · Views: 175
Private Equity
 

Attachments

  • 200811818531__01__Advanced_Private_Equity_Valuations__STOX.VN__1_.pdf
    233.2 KB · Views: 562
  • International_PE_VC_Valuation_Guidelines_Sep_2009_1_.pdf
    2.2 MB · Views: 472
  • PrinciplesofValuation_1_.pdf
    324.4 KB · Views: 557
  • sr0009a1.pdf
    60.3 KB · Views: 441
  • Davis Polk Volcker Proposal Funds Summary.pdf
    528.3 KB · Views: 418
Quant
 

Attachments

  • Kalman_Filter_CoursePack_08_1_.pdf
    758 KB · Views: 1,045
  • kalman_intro_1_.pdf
    173.4 KB · Views: 697
  • MatrixOperations.docx
    264.1 KB · Views: 702
  • NYU+VaR+paper.pdf
    465.7 KB · Views: 836
  • principal_components_1_.pdf
    117.2 KB · Views: 922
  • Backtesting Paper.pdf
    418.4 KB · Views: 800
  • Backtesting Thesis.pdf
    1.5 MB · Views: 729
  • EVT Chapter.pdf
    1.4 MB · Views: 562
  • EVT Paper.pdf
    371 KB · Views: 540
  • Froot_and_Stein Econ Cap.pdf
    1.5 MB · Views: 538
  • Managing Vanilla Options Risk 2012.ppt
    437.5 KB · Views: 686
  • NIST eda.pdf
    5.1 MB · Views: 522
  • returns vs differences.pdf
    797 KB · Views: 666
  • RiskMetrics Tech Doc.pdf
    1.2 MB · Views: 754
  • Study of Fat-tail Risk.pdf
    189.8 KB · Views: 730
Regulatory
 

Attachments

  • 120703-DoddFrank-Year2Book_1_.pdf
    2.5 MB · Views: 392
  • Accenture-Basel-III-Handbook_1_.pdf
    3.6 MB · Views: 430
  • Backtesting_20Fed.pdf
    170.4 KB · Views: 360
  • CCAR+Summary+Instructions+2014+_2_.pdf
    601.8 KB · Views: 410
  • closer-look-swap-dealer-major-swap-participants_1_.pdf
    281.1 KB · Views: 327
  • Davis.Polk.Volcker.Proposal.Prop.With.Annex_1_.pdf
    1.7 MB · Views: 315
  • Dodd-Frank-at-3.pdf
    6 MB · Views: 327
  • fcic_final_report_conclusions_1_-1.pdf
    106.4 KB · Views: 314
  • fcic_final_report_full_1_.pdf
    4.9 MB · Views: 315
  • Fundamental+Review+of+the+Trading+Book+II.pdf
    1.1 MB · Views: 358
  • IIFSystemicRisk_0510.pdf
    1.6 MB · Views: 327
  • TRADING.PDF
    1.9 MB · Views: 402
  • UKTreasCommFinStab3-3-08.pdf
    2.4 MB · Views: 300
  • Basel I_Basel_II and Emerging Markets a Nontechnical Analysis052008.pdf
    207.6 KB · Views: 327
  • Basel II.pdf
    1.4 MB · Views: 378
  • Basel_III Summary.pdf
    439.8 KB · Views: 431
  • BIS Basel III.pdf
    473.4 KB · Views: 367
  • BIS Stress Testing.pdf
    90.5 KB · Views: 368
  • CFTC and SEC Joint Report.pdf
    1.2 MB · Views: 318
  • Dodd-Frank Summary.pdf
    604.1 KB · Views: 336
  • Dodd-Frank Wall Street Reform.pdf
    265.9 KB · Views: 303
  • Fed Commercial Banking Manual.pdf
    6.5 MB · Views: 300
  • Federal Register Reg Revioe.pdf
    280.5 KB · Views: 294
  • Federal Register Risk Regulation Summary%2B2011.pdf
    280.5 KB · Views: 289
  • Federal Reserve CCAR.pdf
    3.5 MB · Views: 325
  • Federal Reserve Purposes Band Functions.pdf
    2.7 MB · Views: 297
  • FSA Financial Risks 2007.pdf
    618.5 KB · Views: 305
  • Fundamental Review Trading Book BIS.pdf
    556.4 KB · Views: 323
  • IIF Restoring Confidence.pdf
    581.4 KB · Views: 288
  • Limits HKMA.pdf
    342 KB · Views: 303
  • MF Global Inc. Trustee Release 6.4.12 Regarding Investigation.pdf
    170 KB · Views: 289
  • Mofo Dodd Frank at 2.pdf
    2.5 MB · Views: 290
  • MoFo Dodd Frank Cheat Sheet.pdf
    1.1 MB · Views: 301
  • OCC bankdealer1_1_.pdf
    136.4 KB · Views: 287
  • OCC banksupervisionprocess_1_.pdf
    925.2 KB · Views: 289
  • OCC Loan Portfolio Management.pdf
    258 KB · Views: 335
  • Risks of Financial Institutions.pdf
    226.8 KB · Views: 338
  • SEC ocie_exambrochure_1_.pdf
    59.6 KB · Views: 290
  • SEC ocieoverview_1_.pdf
    260.8 KB · Views: 286
  • Enhanced Prudential Standards.pdf
    388.8 KB · Views: 294
  • Dodd-Frank-at-4.pdf
    1.5 MB · Views: 221
  • Deloitte_OCC_heightened_expectations_031914.pdf
    1.2 MB · Views: 229
  • US-regulatory-resolution-plan-guidance.pdf
    2.4 MB · Views: 128

Attachments

  • 2014-2A-V1_JPMorgan_Chase_London_Whale_A_-_Risky_Business_REVB_Oct2017.pdf
    5.4 MB · Views: 230
  • 2014-2B-V1_JPMorgan_Chase_London_Whale_B_-_Derivatives_Valuation_REVB_Oct2017.pdf
    4.4 MB · Views: 152
  • 2014-2C-V1_JP_Morgan_Chase_London_Whale_C_-_Risk_Limits_Metrics_and_Models_REVB_Oct2017.pdf
    5 MB · Views: 141
  • 2014-2D-V1_JP_Morgan_Chase_Whale_D_-_Risk_Management_Practices_REVB_Oct2017.pdf
    2.9 MB · Views: 163
  • 2014-2E-V1_JPMorgan_Chase_London_Whale_E_-_Supervisory_Oversight_REVB_Oct2017.pdf
    3.5 MB · Views: 135
  • 2014-2F-V1_JPmorgan_Chase_London_Whale_F_-_Required_Securities_Disclosures_REVB_Oct2017.pdf
    4.6 MB · Views: 136
  • 2014-2G-V1_JPMorgan_Chase_London_Whale_G_-_Hedging_versus_Proprietary_Trading_REVB_Oct2017.pdf
    3.3 MB · Views: 135
  • 2014-2H-V1-JPmorgan_Chase_London_Whale_H_-_Cross_Border_Regulation_REVB_Oct2017.pdf
    2.9 MB · Views: 130
  • 2014-2Z-V1_JPMorgan_Chase_London_Whale_Z_-_Background_and_Overview_REVB_Oct2017.pdf
    5 MB · Views: 141
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